+33.9%
TER vs HAS
+61.8%
-27.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.7% | +11.0% | +12.2% |
| 7D | -5.8% | +2.2% | -7.9% | -6.3% |
| 30D | -38.9% | +29.6% | -68.5% | -44.4% |
| 3M | -35.1% | +30.3% | -65.4% | -41.3% |
| 6M | -31.6% | +25.6% | -57.2% | -38.3% |
| YTD | +27.2% | +50.8% | -23.6% | -0.2% |
| All | +33.9% | +61.8% | -27.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling